| Trading Metrics calculated at close of trading on 25-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
5,944.25 |
5,930.75 |
-13.50 |
-0.2% |
5,999.25 |
| High |
5,945.50 |
5,954.25 |
8.75 |
0.1% |
6,018.25 |
| Low |
5,911.00 |
5,842.00 |
-69.00 |
-1.2% |
5,911.00 |
| Close |
5,935.75 |
5,876.50 |
-59.25 |
-1.0% |
5,935.75 |
| Range |
34.50 |
112.25 |
77.75 |
225.4% |
107.25 |
| ATR |
58.21 |
62.07 |
3.86 |
6.6% |
0.00 |
| Volume |
272,649 |
447,828 |
175,179 |
64.3% |
1,411,761 |
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,227.75 |
6,164.25 |
5,938.25 |
|
| R3 |
6,115.50 |
6,052.00 |
5,907.25 |
|
| R2 |
6,003.25 |
6,003.25 |
5,897.00 |
|
| R1 |
5,939.75 |
5,939.75 |
5,886.75 |
5,915.50 |
| PP |
5,891.00 |
5,891.00 |
5,891.00 |
5,878.75 |
| S1 |
5,827.50 |
5,827.50 |
5,866.25 |
5,803.00 |
| S2 |
5,778.75 |
5,778.75 |
5,856.00 |
|
| S3 |
5,666.50 |
5,715.25 |
5,845.75 |
|
| S4 |
5,554.25 |
5,603.00 |
5,814.75 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,276.75 |
6,213.50 |
5,994.75 |
|
| R3 |
6,169.50 |
6,106.25 |
5,965.25 |
|
| R2 |
6,062.25 |
6,062.25 |
5,955.50 |
|
| R1 |
5,999.00 |
5,999.00 |
5,945.50 |
5,977.00 |
| PP |
5,955.00 |
5,955.00 |
5,955.00 |
5,944.00 |
| S1 |
5,891.75 |
5,891.75 |
5,926.00 |
5,869.75 |
| S2 |
5,847.75 |
5,847.75 |
5,916.00 |
|
| S3 |
5,740.50 |
5,784.50 |
5,906.25 |
|
| S4 |
5,633.25 |
5,677.25 |
5,876.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,004.75 |
5,842.00 |
162.75 |
2.8% |
61.50 |
1.0% |
21% |
False |
True |
324,773 |
| 10 |
6,018.25 |
5,842.00 |
176.25 |
3.0% |
53.25 |
0.9% |
20% |
False |
True |
293,707 |
| 20 |
6,026.25 |
5,784.50 |
241.75 |
4.1% |
60.00 |
1.0% |
38% |
False |
False |
178,288 |
| 40 |
6,026.25 |
5,760.00 |
266.25 |
4.5% |
64.25 |
1.1% |
44% |
False |
False |
89,775 |
| 60 |
6,026.25 |
5,568.25 |
458.00 |
7.8% |
63.75 |
1.1% |
67% |
False |
False |
60,007 |
| 80 |
6,026.25 |
5,568.25 |
458.00 |
7.8% |
68.25 |
1.2% |
67% |
False |
False |
45,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,431.25 |
|
2.618 |
6,248.00 |
|
1.618 |
6,135.75 |
|
1.000 |
6,066.50 |
|
0.618 |
6,023.50 |
|
HIGH |
5,954.25 |
|
0.618 |
5,911.25 |
|
0.500 |
5,898.00 |
|
0.382 |
5,885.00 |
|
LOW |
5,842.00 |
|
0.618 |
5,772.75 |
|
1.000 |
5,729.75 |
|
1.618 |
5,660.50 |
|
2.618 |
5,548.25 |
|
4.250 |
5,365.00 |
|
|
| Fisher Pivots for day following 25-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
5,898.00 |
5,911.00 |
| PP |
5,891.00 |
5,899.50 |
| S1 |
5,883.75 |
5,888.00 |
|